The Resource Econometric forecasting and high-frequency data analysis, editors, Roberto S. Mariano, Yiu-Kuen Tse

Econometric forecasting and high-frequency data analysis, editors, Roberto S. Mariano, Yiu-Kuen Tse

Label
Econometric forecasting and high-frequency data analysis
Title
Econometric forecasting and high-frequency data analysis
Statement of responsibility
editors, Roberto S. Mariano, Yiu-Kuen Tse
Contributor
Subject
Language
eng
Summary
"This book consists of surveys of high-frequency financial data analysis and econometric forecasting. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High Frequency Data Analysis Workshop at the Institute for Mathematical Sciences, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research"--BOOK JACKET
Member of
Cataloging source
WMDU
Dewey number
330.015195
Illustrations
illustrations
Index
no index present
LC call number
HB139
LC item number
.E274 2008
Literary form
non fiction
Nature of contents
bibliography
Series statement
Lecture notes series, Institute for Mathematical Sciences, National University of Singapore,
Series volume
v. 13
Label
Econometric forecasting and high-frequency data analysis, editors, Roberto S. Mariano, Yiu-Kuen Tse
Publication
Bibliography note
Includes bibliographical references
http://library.link/vocab/branchCode
  • zbnus
  • mel
Contents
Forecast Uncertainty, its Representation and Evaluation / Kenneth F. Wallis -- The University of Pennsylvania Models for High-Frequency Macroeconomic and Modeling / Lawrence R. Klein and Suleyman Ozmucur -- Forecasting Seasonal Time Series / Philip Hans Franses -- Car and Affine Processes / Christium Gourieroux -- Multivariate Time Series Analysis and Forecasting / Manfred Deistler
Control code
000043183612
Dimensions
24 cm
Extent
ix, 189 p.
Isbn
9789812778956
Lccn
2008299830
Other physical details
ill. (some col.)
http://library.link/vocab/recordID
.b23222633
System control number
  • (OCoLC)185033172
  • ci23222633

Library Locations

    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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